Fredholm determinant of an integral operator driven by a diffusion process

DOI10.1155/2008/130940MaRDI QIDQ1009398zbMATH OpenOpenAlexWikidataFDO

Authors Adrian P. C. Lim

Publication date 1 April 2009

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/55877

zbMATH Keywords

Feynman-Kac formuladiffusion processesFredholm determinant

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

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